One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,5,4)(3,7,8,6)(9,10,13,16)(11,14,18,22)(12,15,20,24)(17,21,19,23)(25,26)(27,31)(28,35)(29,38)(30,33)(32,37)(34,39)(36,40)(1,3)(2,6)(4,7)(5,8)(9,11)(10,14)(12,19)(13,18)(15,23)(16,22)(17,20)(21,24)(25,27,30,29)(26,31,33,38)(28,34,36,37)(32,35,39,40)(1,2,5,4)(3,6,8,7)(9,12)(10,15)(11,17)(13,20)(14,21)(16,24)(18,19)(22,23)(25,28,29,37,30,36,27,34)(26,32,31,35,33,39,38,40)(1,2,5,4)(3,7,8,6)(12,20)(15,24)(17,19)(21,23)(28,36)(32,39)(34,37)(35,40)(1,4,5,2)(3,7,8,6)(10,16)(11,18)(15,24)(17,19)(25,27,30,29)(26,31,33,38)(28,37,36,34)(32,40,39,35)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.